+185.4%
ARM vs CLF
-11.0%
+196.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.9% | -7.5% | -4.1% |
| 7D | -10.4% | -9.1% | -1.3% | -7.7% |
| 30D | -31.8% | -0.9% | -30.9% | -31.9% |
| 3M | -32.2% | +3.0% | -35.2% | -33.4% |
| 6M | -14.9% | +16.7% | -31.6% | -20.0% |
| YTD | +66.0% | -3.2% | +69.2% | +60.8% |
| 1Y | +17.2% | +24.6% | -7.4% | +4.9% |
| 3Y | +247.2% | -22.3% | +269.5% | +203.2% |
| All | +185.4% | -11.0% | +196.4% | +133.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling